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Actionable Recourse in Linear Classification (1809.06514v2)

Published 18 Sep 2018 in stat.ML and cs.LG

Abstract: Machine learning models are increasingly used to automate decisions that affect humans - deciding who should receive a loan, a job interview, or a social service. In such applications, a person should have the ability to change the decision of a model. When a person is denied a loan by a credit score, for example, they should be able to alter its input variables in a way that guarantees approval. Otherwise, they will be denied the loan as long as the model is deployed. More importantly, they will lack the ability to influence a decision that affects their livelihood. In this paper, we frame these issues in terms of recourse, which we define as the ability of a person to change the decision of a model by altering actionable input variables (e.g., income vs. age or marital status). We present integer programming tools to ensure recourse in linear classification problems without interfering in model development. We demonstrate how our tools can inform stakeholders through experiments on credit scoring problems. Our results show that recourse can be significantly affected by standard practices in model development, and motivate the need to evaluate recourse in practice.

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Authors (3)
  1. Berk Ustun (26 papers)
  2. Alexander Spangher (22 papers)
  3. Yang Liu (2253 papers)
Citations (511)

Summary

Actionable Recourse in Linear Classification: A Professional Synopsis

The paper "Actionable Recourse in Linear Classification" by Ustun, Spangher, and Liu addresses the significant issue of recourse within the scope of linear classification models. As machine learning models are increasingly utilized in decision-making processes that impact human lives, such as in credit scoring, offering individuals the ability to alter decisions made by these models becomes crucial. The authors define recourse as the capacity of an individual to modify the input variables of a machine learning model to achieve a desired output, such as loan approval.

Core Contributions

The paper makes notable contributions by proposing integer programming tools designed to assure recourse in linear classification settings without altering the model's development process. These tools allow the assessment of recourse feasibility and difficulty, and they guide stakeholders through experiments specifically pertaining to credit scoring applications.

Analytical Insights

The methodology revolves around integer programming (IP) formulations that determine feasible actions an individual may take to change a model's decision. The paper outlines several key scenarios affecting recourse:

  1. Feature Choice: Differentiation between actionable features (e.g., income) and immutable or conditionally immutable ones (e.g., age, marital status).
  2. Deployment Out-of-Sample: Observations about recourse that varies according to the distribution of input features in unseen populations.
  3. Operating Points: Probabilistic classifiers offer varying degrees of recourse contingent upon classification thresholds.

The authors introduce an integer programming approach that outputs a minimal-cost action or confirms the infeasibility of recourse—thus providing a certifiable guarantee about recourse existence.

Experimental Evaluations

Through experiments on credit scoring datasets, the authors empirically demonstrate how standard modeling practices, such as regularization parameter tuning or feature selection, can significantly impact recourse. For instance, models with high levels of regularization tend to reduce the number of actionable features, impacting the feasibility and difficulty of obtaining recourse.

Implications and Future Developments

The findings underscore the need for combining transparency and explainability with recourse in automated decision-making systems. While models should ideally offer recourse in sectors governed by equal opportunity laws (such as lending), recourse mechanisms should also be incorporated into applications where human agency is a priority.

From a practical standpoint, the authors suggest recourse evaluations during model development and procurement. Theoretical implications point towards enhanced rights for individuals affected by algorithmic decisions, potentially shaping future regulations to ensure fairer automated systems.

Conclusions

The paper provides profound insights into the relatively underexplored concept of recourse. By equipping stakeholders with the tools to assess and ensure recourse, the authors make a strong case for considering recourse whenever automated decisions affect human lives. The work offers a foundational step toward building models that not only predict with accuracy but also align with societal values of fairness and agency. As AI systems become further integrated into decision-making, ensuring actionable recourse could become a standard requirement in the design of fair and accountable models.